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Trade: FIL/USDT/120/KCU/WMA/8287

Strategy
FIL/USDT/120/KCU/WMA/8287
Pair
FIL_USDT
Interval
2h
Score
305706
Daily Profit
0.157506
Profit Factor
1.551064
Profitability
43.589744
Streak
59.498989
Best Strategy
Training Data Length
1822.500000
Evaluation Time
2025-10-12 18:58
Expiration Time
2025-12-17 06:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 614161.7515 390674.8491 223486.9024 2372158.3749 711476.975 1660681.3999
Total P&L (%) 614.1618 390.6748 223.4869 2372.1584 711.477 1660.6814
Avg Daily Profit (%) 0.337 0.2144 0.1226 0.1762 0.1149 0.1575
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63990 -39974 -40376 -1031534 -737445 -725550
Profit Factor 2.4618 3.1984 1.9218 1.4278 1.281 1.5511
Total Trades 79 40 39 79 40 39
Winning Trades 31 14 17 31 14 17
Losing Trades 48 26 22 48 26 22
Profitability (%) 39.2405 35 43.5897 39.2405 35 43.5897
Ratio Avg Win / Avg Loss 3.8117 5.9399 2.487 2.2108 2.379 2.0073
Largest Winning Trade 258924 258924 71789 915068 707454 915068
Largest Losing Trade -34842 -15680 -34842 -448717 -351672 -448717
Avg Bars in Trades 255 100 414 255 100 414
Avg Bars in Winners 525 208 787 525 208 787
Avg Bars in Losers 81 43 125 81 43 125
Bars Traded 20185 4033 16152 20185 4033 16152
Profit Streak 0 0 59.499 0 0 59.499
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21561 289858 -27566 -25652 -43854 305706
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21870,
    "evaluation_days": 1822.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604196000000,
    "last_datapoint_time": 1760277600000,
    "evaluation_time": 1760284712690,
    "expiration_time": 1765946304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 198,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            614161.751502919,
            390674.84914162,
            223486.9023612993,
            2372158.374858107,
            711476.9749519958,
            1660681.3999061114
        ],
        [
            614.161752,
            390.674849,
            223.486902,
            2372.158375,
            711.476975,
            1660.6814
        ],
        [
            0.336989,
            0.214362,
            0.122627,
            0.176159,
            0.114946,
            0.157506
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63990,
            -39974,
            -40376,
            -1031534,
            -737445,
            -725550
        ],
        [
            2.461751,
            3.198422,
            1.921794,
            1.427776,
            1.281023,
            1.551064
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            39.240506,
            35,
            43.589744,
            39.240506,
            35,
            43.589744
        ],
        [
            3.811744,
            5.939926,
            2.487027,
            2.21075,
            2.379043,
            2.007259
        ],
        [
            258924,
            258924,
            71789,
            915068,
            707454,
            915068
        ],
        [
            -34842,
            -15680,
            -34842,
            -448717,
            -351672,
            -448717
        ],
        [
            255,
            100,
            414,
            255,
            100,
            414
        ],
        [
            525,
            208,
            787,
            525,
            208,
            787
        ],
        [
            81,
            43,
            125,
            81,
            43,
            125
        ],
        [
            20185,
            4033,
            16152,
            20185,
            4033,
            16152
        ],
        [
            0,
            0,
            59.498989,
            0,
            0,
            59.498989
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21561,
            289858,
            -27566,
            -25652,
            -43854,
            305706
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21870,
    "evaluation_days": 1822.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604196000000,
    "last_datapoint_time": 1760277600000,
    "evaluation_time": 1760284712690,
    "expiration_time": 1765946304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 198,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)